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Shreve's theorem also called "Girsanov II" indeed represents a special case of the general "Girsanov I" from Wiki above, with $$Y_t:=W_t,$$$$X_t:=-\int_0^t\Theta_udW_u$$
We can show: $$[Y,X]=-\int_0^t\Theta_udu$$ by using general Stochastic Calculus rules (e.g. p.37, 6.6 here):
...

It depends on the purpose of your simulation.
If you want to model the asset price path for pricing some derivative then you need the risk-neutral measure (thus you take the risk-less rate as drift).
Why? Because the risk-neutral measure makes your pricing compatible with the pricing of other contracts in the market. It makes the prices consistent.
If ...

it doesn;t imply
$ \ln S_T=\ln S_0+rT+σW^Q_T$
it implies
$ \ln S_T=\ln S_0+(r-0.5\sigma^2)T+σW^Q_T$
look up Ito's lemma.
This is covered in just about any book on financial maths including my own Concepts etc

Bond Price Dynamics
I do not know the source of the bond dynamics you show above but seeing how we are dealing with an affine model there is a very elegant way to derive those.
Due to the model being affine the bond price is given by
$$P(t,T)=A(t,T)e^{-r(t)B(t,T)}$$
you can find the exact formulas for $A(t,T)$ and $B(t,T)$ in this document (or just read ...

I saw a quote from Brigo & Mercurio "IR models" (page 26, 2.1 No-Arbitrage in Continuous Time) . May be it will help you to find answer:
Harrison and Pliska (1983) proved the following fundamental result. A
financial market is (arbitrage free and) complete if and only if there
exists a unique equivalent martingale measure.